0.35Open0.25Pre Close4.22K Volume1.46K Open Interest5610.00Strike Price81.75KTurnover32.00%IV1.78%PremiumSep 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0040Delta0.0003Gamma110238.00Leverage Ratio-1.2459Theta0.0001Rho440.88Eff Leverage0.0150Vega